Genetic Algorithm Optimisation for Finance and Investments

Robert Pereira ()

MPRA Paper from University Library of Munich, Germany

Abstract: This paper provides an introduction to the use of genetic algorithms for financial optimisation. The aim is to give the reader a basic understanding of the computational aspects of these algorithms and how they can be applied to decision making in finance and investment. Genetic algorithms are especially suitable for complex problems characterised by large solution spaces, multiple optima, nondifferentiability of the objective function, and other irregular features. The mechanics of constructing and using a genetic algorithm for optimisation are illustrated through a simple example.

JEL-codes: C45 G0 (search for similar items in EconPapers)
Date: 2000-02
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/8610/1/MPRA_paper_8610.pdf original version (application/pdf)

Related works:
Working Paper: Genetic Algorithm Optimisation for Finance and Investment (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:8610

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().